Updated at 2025-07-02 19:25:59.513383
=== CALLING bitcoin_analysis_package ===
Before update data summary:
Date range: 2011-08-18 to 2025-07-01
Number of rows: 5034
CSV is already up to date.
After update (unchanged) data summary:
Date range: 2011-08-18 to 2025-07-01
Number of rows: 5034
time open high low close daily_return_percent day year year_return_percent cycle_year cycle_year_return_percent quarter quarter_return_percent month monthly_return_percent week weekly_return_percent half_month half_monthly_return_percent
5033 2025-07-01 107144.382812 107550.679688 105270.226562 105698.28125 -1.349676 Tuesday 2025 13.231578 Year1 13.231578 3 -1.349676 July -1.349676 27 -2.47746 1H_July -1.349676
✅ Complete Bitcoin analysis completed successfully!
=== FINISHED bitcoin_analysis_package ===
time open high low close daily_return_percent day year year_return_percent cycle_year cycle_year_return_percent quarter quarter_return_percent month monthly_return_percent week weekly_return_percent half_month half_monthly_return_percent
5033 2025-07-01 107144.382812 107550.679688 105270.226562 105698.28125 -1.349676 Tuesday 2025 13.231578 Year1 13.231578 3 -1.349676 July -1.349676 27 -2.47746 1H_July -1.349676
Output folder: C:\Users\Chris\Downloads\btc_report\btc_report_2025-07-02.1 Both PDF methods failed: Command '['python', '-m', 'nbconvert', '--to', 'webpdf', '--no-input', '--output', 'C:\\Users\\Chris\\Downloads\\btc_report\\btc_report_2025-07-02.1\\btc_report_2025-07-02.pdf', 'btc_report.ipynb']' returned non-zero exit status 4294967295.
1-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 9 | 1 | October | 16.71% | 14.6% | 72.94% | -31.96% | 61.22% | 425 | False | 10.93% | 12.75% | 75% | 124 | 49.98% | 48.73% | 100% | 93 | -4.05% | -4.46% | 33.33% | 93 | 12.82% | 28.54% | 80.87% | 115 |
| 1 | 2 | February | 11.48% | 11.63% | 71.21% | -31.49% | 65.17% | 396 | False | 10.85% | 4.71% | 50% | 116 | 26.93% | 30.1% | 75% | 112 | -5.89% | 1.63% | 66.67% | 84 | 9.11% | 11.06% | 100% | 84 |
| 10 | 3 | November | 40.82% | 11.54% | 65.06% | -37.01% | 450.16% | 415 | False | 24.9% | 25.19% | 100% | 120 | 165.87% | 54.61% | 66.67% | 90 | -13.89% | -16.22% | 33.33% | 90 | 2.39% | 8.8% | 52.17% | 115 |
| 6 | 4 | July | 10.16% | 9.92% | 69.06% | -9.06% | 40.61% | 404 | True | 15.4% | 13.69% | 75% | 124 | 14.53% | 15.83% | 98.94% | 94 | 9.59% | 16.84% | 66.67% | 93 | -0.68% | -4.06% | 33.33% | 93 |
| 0 | 5 | January | 5.72% | 9.7% | 57.54% | -32.43% | 54.53% | 431 | False | 8.05% | 8.22% | 75% | 124 | 19.57% | 12% | 75% | 124 | -11.31% | -16.74% | 33.33% | 93 | 1.04% | -7.6% | 34.44% | 90 |
| 4 | 6 | May | 9.92% | 7.06% | 57.14% | -35.39% | 70.36% | 434 | False | 11.01% | 10.39% | 100% | 124 | 9.38% | 1.28% | 50% | 124 | 1.75% | -15.61% | 33.33% | 93 | 17.37% | -3.2% | 33.33% | 93 |
| 3 | 7 | April | 11.25% | 5.4% | 64.29% | -17.32% | 46.47% | 420 | False | 7.41% | 5.19% | 75% | 120 | 21.22% | 20.07% | 75% | 120 | 4.94% | -1.31% | 33.33% | 90 | 9.42% | 2.67% | 66.67% | 90 |
| 5 | 8 | June | 1.37% | 2.25% | 57.14% | -37.3% | 27.85% | 420 | False | 10.71% | 11.08% | 50% | 120 | -6.57% | -1.81% | 50% | 120 | -16.65% | -14.77% | 33.33% | 90 | 17.51% | 14.67% | 100% | 90 |
| 2 | 9 | March | 12.27% | -1.96% | 42.86% | -32.83% | 186.76% | 434 | False | -3.75% | -3.43% | 25% | 124 | 51.09% | 13.88% | 50% | 124 | -15.03% | -17.57% | 33.33% | 93 | 9.15% | 8.05% | 66.67% | 93 |
| 8 | 10 | September | -4.03% | -3.11% | 36.32% | -39.75% | 19.8% | 413 | False | 6.54% | 6.96% | 75% | 120 | -5.63% | -6.97% | 0% | 90 | -9.14% | -5.96% | 0% | 90 | -9.92% | 2.58% | 53.1% | 113 |
| 11 | 11 | December | 6.64% | -3.2% | 49.65% | -34.61% | 47.15% | 431 | False | 20.26% | 18.54% | 75% | 124 | -4.59% | -18.96% | 33.33% | 93 | -8.45% | -6.98% | 0% | 93 | 12.92% | 12% | 74.38% | 121 |
| 7 | 12 | August | 1.67% | -8.31% | 37.71% | -26.61% | 65.78% | 411 | False | -1.24% | -2.85% | 50% | 124 | 36.78% | 30.92% | 100% | 93 | -13.65% | -13.86% | 0% | 93 | -13% | -11.26% | 0% | 101 |
2-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10 | 1 | November-December | 40.27% | 27.46% | 64.29% | -41.42% | 259.63% | 14 | False | 50.53% | 35.82% | 100% | 4 | 116.89% | 115.72% | 66.67% | 3 | -21.93% | -19.35% | 0% | 3 | 19.18% | 29.92% | 75% | 4 |
| 9 | 2 | October-November | 79.1% | 25.99% | 64.29% | -39.81% | 786.97% | 14 | False | 39.7% | 37.14% | 100% | 4 | 315.63% | 129.95% | 100% | 3 | -18.21% | -11.58% | 0% | 3 | 14.07% | 15.4% | 50% | 4 |
| 8 | 3 | September-October | 11.47% | 18.8% | 71.43% | -58.75% | 59.14% | 14 | False | 16.89% | 18.8% | 100% | 4 | 41.76% | 35.91% | 100% | 3 | -12.45% | -10.16% | 33.33% | 3 | 1.26% | 14.53% | 50% | 4 |
| 3 | 4 | April-May | 23.47% | 17.47% | 64.29% | -36.48% | 114.5% | 14 | False | 18.89% | 16.99% | 75% | 4 | 34.68% | 30.36% | 75% | 4 | 5.33% | 8.17% | 66.67% | 3 | 32.77% | -4.41% | 33.33% | 3 |
| 1 | 5 | February-March | 34.18% | 12.27% | 64.29% | -43.36% | 373.65% | 14 | False | 9.36% | 0.57% | 50% | 4 | 110.7% | 44.28% | 75% | 4 | -18.94% | -31.73% | 33.33% | 3 | 18.37% | 19.99% | 100% | 3 |
| 5 | 6 | June-July | 11.07% | 11.29% | 69.23% | -26.61% | 79.5% | 13 | False | 28.16% | 18.71% | 75% | 4 | 4.16% | 11.29% | 66.67% | 3 | -10.26% | -7.29% | 33.33% | 3 | 16.54% | 18.02% | 100% | 3 |
| 11 | 7 | December-January | 12.6% | 9.48% | 64.29% | -42.33% | 68.2% | 14 | False | 42.35% | 47.52% | 100% | 4 | -19.51% | -28.27% | 33.33% | 3 | -7.21% | -14.04% | 33.33% | 3 | 21.79% | 18.09% | 75% | 4 |
| 4 | 8 | May-June | 14.1% | 8.42% | 71.43% | -47.06% | 104.26% | 14 | False | 23% | 19.82% | 100% | 4 | 5.29% | -11.12% | 50% | 4 | -11.73% | -30.92% | 33.33% | 3 | 39.81% | 11.01% | 100% | 3 |
| 0 | 9 | January-February | 18.65% | 5.8% | 64.29% | -25.69% | 153.25% | 14 | False | 18.45% | 14.02% | 100% | 4 | 55.71% | 39.64% | 75% | 4 | -19.04% | -24.85% | 0% | 3 | 7.19% | 2.64% | 66.67% | 3 |
| 2 | 10 | March-April | 27.83% | 1.93% | 64.29% | -18.66% | 317.18% | 14 | False | 0.8% | 0.7% | 75% | 4 | 92.47% | 20.5% | 100% | 4 | -13.99% | -12.91% | 0% | 3 | 19.5% | 26.31% | 66.67% | 3 |
| 6 | 11 | July-August | 13.69% | 0.49% | 53.85% | -25.15% | 92.02% | 13 | True | 15.31% | 10.82% | 50% | 4 | 56.56% | 43.16% | 100% | 3 | -4.92% | 0.49% | 66.67% | 3 | -12.73% | -12.46% | 0% | 3 |
| 7 | 12 | August-September | 0.14% | -5.1% | 30.77% | -32.98% | 51.48% | 13 | False | 5.56% | -2.16% | 25% | 4 | 28.76% | 29.13% | 100% | 3 | -21.39% | -16.59% | 0% | 3 | -14.18% | -17.03% | 0% | 3 |
3-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10 | 1 | November-January | 47.09% | 30.53% | 78.57% | -45.86% | 294.52% | 14 | False | 77.59% | 65.94% | 100% | 4 | 105% | 57.73% | 66.67% | 3 | -22.95% | -35.83% | 33.33% | 3 | 25.69% | 20.64% | 100% | 4 |
| 9 | 2 | October-December | 73.81% | 27.94% | 64.29% | -44.02% | 479.8% | 14 | False | 70.92% | 53.16% | 100% | 4 | 235.36% | 220.84% | 100% | 3 | -25.5% | -17.6% | 0% | 3 | 30.04% | 25.57% | 50% | 4 |
| 8 | 3 | September-November | 74.26% | 25.94% | 64.29% | -60.13% | 775.53% | 14 | False | 46.1% | 46.78% | 100% | 4 | 302.19% | 110.12% | 100% | 3 | -26.35% | -21.29% | 0% | 3 | 6.92% | 12.09% | 50% | 4 |
| 4 | 4 | May-July | 23.52% | 20.24% | 61.54% | -38.04% | 111.72% | 13 | False | 41.29% | 35.36% | 100% | 4 | 17.93% | -28.21% | 33.33% | 3 | -8.28% | -16.42% | 33.33% | 3 | 37.2% | 20.24% | 66.67% | 3 |
| 3 | 5 | April-June | 28.14% | 18.71% | 64.29% | -56.23% | 162.95% | 14 | False | 31.56% | 38.62% | 75% | 4 | 28.32% | 11.78% | 50% | 4 | -7.69% | -7.81% | 33.33% | 3 | 59.19% | 7.61% | 100% | 3 |
| 1 | 6 | February-April | 55.46% | 15% | 57.14% | -44.1% | 589.06% | 14 | False | 11.74% | 7.03% | 50% | 4 | 173.9% | 57.28% | 75% | 4 | -18.41% | -8.94% | 0% | 3 | 29.68% | 26.37% | 100% | 3 |
| 11 | 7 | December-February | 29.23% | 14.17% | 64.29% | -50.86% | 170.62% | 14 | False | 87.04% | 95.07% | 75% | 4 | -23.75% | -24.28% | 33.33% | 3 | -0.78% | -4.51% | 33.33% | 3 | 33.66% | 29.88% | 100% | 4 |
| 2 | 8 | March-May | 37.2% | 12.29% | 71.43% | -27.37% | 281.48% | 14 | False | 11.63% | 10.57% | 100% | 4 | 95.25% | 58.51% | 75% | 4 | -13.37% | -26.51% | 33.33% | 3 | 44.46% | 17.6% | 66.67% | 3 |
| 7 | 9 | August-October | 22.15% | 11.97% | 69.23% | -42.08% | 125.3% | 13 | False | 15.21% | 15.25% | 100% | 4 | 93.79% | 108.18% | 100% | 3 | -24.16% | -18.42% | 0% | 3 | 6.07% | 8.95% | 66.67% | 3 |
| 0 | 10 | January-March | 54.24% | 2.72% | 50% | -50.08% | 626.21% | 14 | False | 15.4% | 1.61% | 50% | 4 | 182.02% | 56.73% | 75% | 4 | -29.83% | -37.86% | 0% | 3 | 19.75% | 10.89% | 66.67% | 3 |
| 6 | 11 | July-September | 11.88% | 1% | 53.85% | -38.89% | 85.15% | 13 | True | 23.85% | 9.48% | 75% | 4 | 47.23% | 41.2% | 100% | 3 | -12.75% | -2.68% | 33.33% | 3 | -14.8% | -11.5% | 0% | 3 |
| 5 | 12 | June-August | 14.48% | 0.42% | 61.54% | -36.88% | 106.02% | 13 | False | 28.62% | 15.31% | 75% | 4 | 44.23% | 26.49% | 100% | 3 | -22.3% | -23.7% | 0% | 3 | 2.65% | 0.42% | 66.67% | 3 |
6-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 8 | 1 | September-February | 86.19% | 66.01% | 64.29% | -47.08% | 330.1% | 14 | False | 167.12% | 168.72% | 100% | 4 | 146.54% | 117.88% | 66.67% | 3 | -25.88% | -45.96% | 33.33% | 3 | 44.05% | 38.96% | 50% | 4 |
| 9 | 2 | October-March | 125.23% | 53.4% | 78.57% | -37.92% | 687.47% | 14 | False | 309.75% | 260.61% | 100% | 4 | 108.09% | 60.16% | 100% | 3 | -9.53% | -37.3% | 33.33% | 3 | 54.63% | 38.42% | 75% | 4 |
| 7 | 3 | August-January | 103.32% | 45.64% | 61.54% | -62.83% | 721.32% | 13 | False | 106.41% | 89.49% | 100% | 4 | 323.16% | 255.38% | 66.67% | 3 | -39.78% | -55.83% | 0% | 3 | 22.49% | 29.44% | 66.67% | 3 |
| 11 | 4 | December-May | 104.03% | 45.3% | 71.43% | -44.3% | 932.36% | 14 | False | 310.01% | 149.6% | 100% | 4 | -37.58% | -43.92% | 0% | 3 | 44.9% | 58.56% | 66.67% | 3 | 48.6% | 45.3% | 100% | 4 |
| 6 | 5 | July-December | 121.97% | 45.02% | 69.23% | -49.84% | 718.7% | 13 | True | 102.98% | 74.8% | 100% | 4 | 404.5% | 462.97% | 100% | 3 | -36.4% | -42.16% | 0% | 3 | 23.14% | 38.69% | 66.67% | 3 |
| 10 | 6 | November-April | 135.98% | 43.93% | 71.43% | -38.65% | 1171.64% | 14 | False | 404.54% | 206.19% | 100% | 4 | 41.84% | 43.64% | 66.67% | 3 | -1.29% | -16.42% | 33.33% | 3 | 40.98% | 47.41% | 75% | 4 |
| 5 | 7 | June-November | 111.69% | 42.85% | 69.23% | -47% | 776.49% | 13 | False | 82.81% | 75.72% | 100% | 4 | 387.4% | 332.88% | 100% | 3 | -44.3% | -45.97% | 0% | 3 | 30.5% | 38.57% | 66.67% | 3 |
| 0 | 8 | January-June | 76.87% | 35.93% | 71.43% | -56.9% | 576.21% | 14 | False | 43.8% | 46.32% | 100% | 4 | 191.73% | 87.98% | 100% | 4 | -41.1% | -53.99% | 0% | 3 | 85.8% | 84.33% | 66.67% | 3 |
| 4 | 9 | May-October | 54.16% | 31.17% | 76.92% | -45.54% | 377% | 13 | False | 63.52% | 57.77% | 100% | 4 | 142.9% | 45.52% | 100% | 3 | -34.02% | -31.81% | 0% | 3 | 41.12% | 31.17% | 100% | 3 |
| 1 | 10 | February-July | 75.2% | 30.4% | 76.92% | -39.4% | 384.14% | 13 | False | 52.64% | 59.83% | 100% | 4 | 201.9% | 196.25% | 100% | 3 | -30.26% | -27.52% | 0% | 3 | 84.07% | 30.4% | 100% | 3 |
| 2 | 11 | March-August | 62.14% | 12.04% | 61.54% | -53.59% | 297.45% | 13 | False | 41.85% | 33.7% | 75% | 4 | 194.46% | 281.75% | 100% | 3 | -32.92% | -31.97% | 0% | 3 | 51.93% | 12.04% | 66.67% | 3 |
| 3 | 12 | April-September | 44.76% | -3.17% | 46.15% | -57.33% | 303.8% | 13 | False | 63.26% | 57.17% | 75% | 4 | 103.52% | 32.2% | 66.67% | 3 | -25.36% | -14.01% | 0% | 3 | 31.44% | -3.17% | 33.33% | 3 |
Analysis includes data from 14 years: 2011, 2012, 2013, 2014, 2015, 2016, 2017, 2018, 2019, 2020, 2021, 2022, 2023, 2024 Historical Year-End Returns (Full Year): 2013 (Cycle Year 1): +5437.07% 2017 (Cycle Year 1): +1291.13% 2020 (Cycle Year 4): +303.87% 2012 (Cycle Year 4): +164.80% 2023 (Cycle Year 3): +154.34% 2016 (Cycle Year 4): +122.74% 2024 (Cycle Year 4): +111.33% 2019 (Cycle Year 3): +87.48% 2021 (Cycle Year 1): +57.18% 2015 (Cycle Year 3): +37.31% 2014 (Cycle Year 2): -57.44% 2011 (Cycle Year 3): -57.98% 2022 (Cycle Year 2): -65.41% 2018 (Cycle Year 2): -72.53% Average Year-End Return: +536.71% Median Year-End Return: +111.33% Returns by Cycle Year: Cycle Year 1 (years: 2013, 2017, 2021): Average: +2261.79% Sample size: 3 years Cycle Year 2 (years: 2014, 2022, 2018): Average: -65.12% Sample size: 3 years Cycle Year 3 (years: 2023, 2019, 2015, 2011): Average: +55.29% Sample size: 4 years Cycle Year 4 (years: 2020, 2012, 2016, 2024): Average: +175.69% Sample size: 4 years
Analysis includes 3 years matching cycle year(s) Year 1: 2013, 2017, 2021 Historical Year-End Returns (Full Year): 2013 (Cycle Year 1): +5437.07% 2017 (Cycle Year 1): +1291.13% 2021 (Cycle Year 1): +57.18% Average Year-End Return (Cycle Year 1): +2261.79% Median Year-End Return (Cycle Year 1): +1291.13% Returns by Cycle Year: Cycle Year 1 (years: 2013, 2017, 2021): Average: +2261.79% Sample size: 3 years
Calculating best fit line from start to end of data...
============================================================ BEST FIT LINE FROM START TO END SUMMARY: ============================================================ Total Data Period: 5034 days R-squared: 0.886995 Scale Type: Log Scale Daily Growth Rate: 0.1827% Annual Growth Rate: 94.68% Historical Performance: Start Price: $10.90 End Price: $105698.28 Total Change: $105687.38 (969609.00%) 1000-Day Projection: Projected Price: $1555683.34 Projected Change: $1449985.05 (1371.82%) Valuation Oscillator Summary: Current Deviation: -57.85% Max Overvaluation: 1066.18% Max Undervaluation: -92.29% 🟢 Currently UNDERVALUED relative to long-term trend
Finding top 3 best fitting linear regression channels for BTC (log scale)... Top 3 Best Fitting Linear Regression Channels (Log Scale): ================================================================================ 1. Window Size: 1000 days R-squared: 0.935946 Daily Growth Rate: 0.1946% Annual Growth Rate: 103.35% Price Change: $85747.28 (429.79%) Start Price: $19951.00 End Price: $105698.28 2. Window Size: 750 days R-squared: 0.878481 Daily Growth Rate: 0.1940% Annual Growth Rate: 102.85% Price Change: $79764.28 (307.57%) Start Price: $25934.00 End Price: $105698.28 3. Window Size: 120 days R-squared: 0.780581 Daily Growth Rate: 0.2825% Annual Growth Rate: 179.99% Price Change: $18458.28 (21.16%) Start Price: $87240.00 End Price: $105698.28 Plotting the top 3 regression channels with adaptive projections... (Windows ≤100 days: +30d projection, Windows >100 days: +180d projection)
Results stored in 'top_channels' variable
============================================================
SUMMARY - TOP 3 BEST FITTING CHANNELS:
============================================================
#1. 1000 days | R² = 0.935946
Annual Growth: 103.35%
Price Range: $19951 → $105698 (429.8%)
PRICE PROJECTIONS:
+30 days: $128,424 ($96,210 - $171,424)
+60 days: $136,139 ($101,984 - $181,732)
+90 days: $144,317 ($108,104 - $192,660)
#2. 750 days | R² = 0.878481
Annual Growth: 102.85%
Price Range: $25934 → $105698 (307.6%)
PRICE PROJECTIONS:
+30 days: $127,964 ($94,115 - $173,988)
+60 days: $135,624 ($99,737 - $184,423)
+90 days: $143,741 ($105,694 - $195,484)
#3. 120 days | R² = 0.780581
Annual Growth: 179.99%
Price Range: $87240 → $105698 (21.2%)
PRICE PROJECTIONS:
+30 days: $122,171 ($109,903 - $135,808)
+60 days: $132,960 ($119,352 - $148,118)
+90 days: $144,701 ($129,542 - $161,634)
========================================================================================================================
MONTE CARLO SIMULATION SUMMARY TABLE
========================================================================================================================
Method Median Risk/ 99% > 95% > 75% > Median 75% < 95% < 99% <
Name Change Reward Above Above Above Price Below Below Below
------------------------------------------------------------------------------------------------------------------------
Standard GBM (Normal) +22.8% 3.8:1 $49,230 $66,308 $98,835 $129,843 $171,586 $255,977 $339,315
Fat Tails (Student-t) +8.7% 2.1:1 $-12,761 $43,353 $84,262 $114,853 $155,097 $238,329 $342,424
Skewed Normal +26.9% 4.3:1 $58,436 $74,436 $105,014 $134,155 $169,997 $238,897 $301,454
Historical Bootstrap +23.6% 3.7:1 $47,760 $66,667 $100,102 $130,628 $169,422 $250,803 $328,373
Mixed (Bootstrap + Extremes) +20.4% 2.9:1 $17,571 $52,809 $94,169 $127,287 $168,363 $261,090 $368,869
------------------------------------------------------------------------------------------------------------------------
AVERAGE ACROSS METHODS +20.5% 3.4:1 $32,047 $60,715 $96,476 $127,353 $166,893 $249,019 $336,087
MEDIAN ACROSS METHODS +22.8% 3.7:1 $47,760 $66,308 $98,835 $129,843 $169,422 $250,803 $339,315
========================================================================================================================
🎯 CONSENSUS FORECAST (Average of All Methods):
• Expected Return (90 days): +20.5%
• Target Price: $127,353
• Risk/Reward Ratio: 3.4:1
• 95% Confidence Range: $60,715 to $249,019
• Extreme Downside (5% chance): Below $60,715 (-42.6%)
• Extreme Upside (5% chance): Above $249,019 (+135.6%)
• 📈 Probability of Profit: 67.7% chance of making money
• 📉 Probability of Loss: 32.3% chance of losing money
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (90 Days)
Method: Fat Tails (Student-t)
================================================================================
Median outcome: +8.7% change
Risk/Reward ratio: 2.1:1
→ 99% chance Bitcoin will be ABOVE $-12,761
→ 95% chance Bitcoin will be ABOVE $43,353
→ 75% chance Bitcoin will be ABOVE $84,262
→ Median value in 90 days $114,853
→ 75% chance Bitcoin will be BELOW $155,097
→ 95% chance Bitcoin will be BELOW $238,329
→ 99% chance Bitcoin will be BELOW $342,424
================================================================================
→ VaR (5%): $43,353 (-59.0%)
→ VaR (1%): $-12,761 (-112.1%)
📈 PRICE CHART WITH MONTE CARLO LEVELS:
--------------------------------------------------
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (90 Days)
Method: Mixed (Bootstrap + Extremes)
================================================================================
Median outcome: +20.4% change
Risk/Reward ratio: 2.9:1
→ 99% chance Bitcoin will be ABOVE $17,571
→ 95% chance Bitcoin will be ABOVE $52,809
→ 75% chance Bitcoin will be ABOVE $94,169
→ Median value in 90 days $127,287
→ 75% chance Bitcoin will be BELOW $168,363
→ 95% chance Bitcoin will be BELOW $261,090
→ 99% chance Bitcoin will be BELOW $368,869
================================================================================
→ VaR (5%): $52,809 (-50.0%)
→ VaR (1%): $17,571 (-83.4%)
📈 PRICE CHART WITH MONTE CARLO LEVELS:
--------------------------------------------------
========================================================================================================================
MONTE CARLO SIMULATION SUMMARY TABLE
========================================================================================================================
Method Median Risk/ 99% > 95% > 75% > Median 75% < 95% < 99% <
Name Change Reward Above Above Above Price Below Below Below
------------------------------------------------------------------------------------------------------------------------
Standard GBM (Normal) +51.0% 7.1:1 $42,461 $63,405 $108,555 $159,635 $234,467 $406,772 $620,859
Fat Tails (Student-t) +17.3% 3.2:1 $-80,298 $21,918 $76,741 $123,961 $192,389 $372,196 $597,492
Skewed Normal +62.8% 9.7:1 $54,379 $76,618 $123,929 $172,087 $241,244 $387,129 $542,372
Historical Bootstrap +54.6% 7.2:1 $39,732 $62,445 $110,236 $163,403 $236,538 $418,120 $612,938
Mixed (Bootstrap + Extremes) +45.7% 4.8:1 $-3,759 $39,096 $97,816 $153,962 $231,369 $425,823 $655,392
------------------------------------------------------------------------------------------------------------------------
AVERAGE ACROSS METHODS +46.3% 6.4:1 $10,503 $52,697 $103,455 $154,609 $227,202 $402,008 $605,810
MEDIAN ACROSS METHODS +51.0% 7.1:1 $39,732 $62,445 $108,555 $159,635 $234,467 $406,772 $612,938
========================================================================================================================
🎯 CONSENSUS FORECAST (Average of All Methods):
• Expected Return (90 days): +46.3%
• Target Price: $154,609
• Risk/Reward Ratio: 6.4:1
• 95% Confidence Range: $52,697 to $402,008
• Extreme Downside (5% chance): Below $52,697 (-50.1%)
• Extreme Upside (5% chance): Above $402,008 (+280.3%)
• 📈 Probability of Profit: 73.7% chance of making money
• 📉 Probability of Loss: 26.4% chance of losing money
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (182 Days)
Method: Fat Tails (Student-t)
================================================================================
Median outcome: +17.3% change
Risk/Reward ratio: 3.2:1
→ 99% chance Bitcoin will be ABOVE $-80,298
→ 95% chance Bitcoin will be ABOVE $21,918
→ 75% chance Bitcoin will be ABOVE $76,741
→ Median value in 182 days $123,961
→ 75% chance Bitcoin will be BELOW $192,389
→ 95% chance Bitcoin will be BELOW $372,196
→ 99% chance Bitcoin will be BELOW $597,492
================================================================================
→ VaR (5%): $21,918 (-79.3%)
→ VaR (1%): $-80,298 (-176.0%)
📈 PRICE CHART WITH MONTE CARLO LEVELS:
--------------------------------------------------
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (182 Days)
Method: Mixed (Bootstrap + Extremes)
================================================================================
Median outcome: +45.7% change
Risk/Reward ratio: 4.8:1
→ 99% chance Bitcoin will be ABOVE $-3,759
→ 95% chance Bitcoin will be ABOVE $39,096
→ 75% chance Bitcoin will be ABOVE $97,816
→ Median value in 182 days $153,962
→ 75% chance Bitcoin will be BELOW $231,369
→ 95% chance Bitcoin will be BELOW $425,823
→ 99% chance Bitcoin will be BELOW $655,392
================================================================================
→ VaR (5%): $39,096 (-63.0%)
→ VaR (1%): $-3,759 (-103.6%)
📈 PRICE CHART WITH MONTE CARLO LEVELS:
--------------------------------------------------
🚀 RUNNING COMPLETE YTD ANALYSIS WITH AUTOMATIC CHART...
=== DATAFRAME PREPARATION ===
Date range: 2011-08-18 00:00:00 to 2025-07-01 00:00:00
Total data points: 5034
Price range: $2.24 to $111673.28
Using 2025 for YTD calculation
========================================================================================================================
ENHANCED DRIFT RATE COMPARISON - HISTORICAL vs YTD
========================================================================================================================
Method Hist Daily Hist Annual % YTD Daily YTD Annual % Difference %
------------------------------------------------------------------------------------------------------------------------
Simple Mean 0.003243 118.35% 0.000964 35.18% -83.17%
Geometric Mean 0.001826 94.59% 0.000702 25.64% -68.95%
Log Returns 0.001824 66.57% 0.000964 35.18% -31.39%
Volatility-Adjusted 0.002329 84.99% 0.000867 31.66% -53.33%
Rolling Window 0.002107 76.91% 0.000964 35.18% -41.73%
Regime-Aware 0.003243 118.35% 0.000702 25.64% -92.72%
SUMMARY STATISTICS:
--------------------------------------------------------------------------------
Metric Historical YTD Difference
--------------------------------------------------------------------------------
Average Annual % 93.29% 31.41% -61.88%
Median Annual % 89.79% 33.42% -56.37%
Std Dev % 19.62% 4.27% -15.35%
🎯 KEY INSIGHTS:
--------------------------------------------------
📉 YTD performance is UNDERPERFORMING historical median
• Historical median: 89.79% annually
• YTD compound annual: 25.64% annually
• Performance gap: -64.15%
📊 MONTE CARLO RECOMMENDATIONS:
--------------------------------------------------
• Conservative (lower): 0.256368 daily (9357.4% annual)
• Aggressive (higher): 0.897899 daily (32773.3% annual)
• Blended (70% hist, 30% YTD): 0.705440 daily (25748.6% annual)
• Historical median: 0.897899 daily (32773.3% annual)
• YTD-based: 0.256368 daily (9357.4% annual)
• Low historical variation allows using either mean or median
================================================================================
🎯 KEY YTD METRICS
================================================================================
📅 YTD Period: 2025-01-01 to 2025-07-01
⏱️ Days Elapsed: 181
📈 YTD Total Return: +11.98%
🎯 YTD Annual Drift: +25.64%
📊 Historical Median: +89.79%
🔄 Difference: -64.15% (UNDERPERFORMING)
📊 GENERATING PERFORMANCE CHART...
📊 CHART SUMMARY: • YTD Period: 2025-01-02 to 2025-07-01 • Current YTD Return: +12.0% • Expected at Benchmark Pace: +44.5% • Performance Gap: -32.5% • Status: UNDERPERFORMING benchmark 💾 SAVE THESE VALUES: ytd_annual_drift = 0.256368 historical_median = 0.897899 performance_gap = -64.15% 📈 Chart generated successfully! • Final YTD return: 12.0% • Final benchmark: 44.5% • Final gap: -32.5%
🎯 MARKET SIMILARITY ANALYSIS - NON-OVERLAPPING VERSION ============================================================ 📊 Calculating market features... 🎯 CURRENT FEATURES ANALYSIS: Days since ATH: 40 % from ATH: -5.60% RSI-14: 49.7 🔍 Finding similar periods... ✅ Found 6 diverse periods 📊 Analyzing top 3 most similar periods 🏆 TOP 3 SIMILAR PERIODS (NON-OVERLAPPING CHARTS) ================================================================================ #1 MATCH (Score: 0.998) - 28 features 📅 Period: 2024-09-05 00:00:00 to 2024-11-04 00:00:00 🔍 Current Signal Date: 2025-07-01 00:00:00 (Today's analysis date) 🔍 Key Comparisons: Days since ATH : Now 40.0 | Then 235.0 | Diff -195.0 % from ATH : Now -5.6 | Then -8.1 | Diff +2.5 30d return : Now 10.7 | Then 5.9 | Diff +4.8 RSI-14 : Now 49.7 | Then 51.3 | Diff -1.6 📈 What happened next: 5d : +13.1% 10d: +28.8% 20d: +44.5% 30d: +45.6% 60d: +44.7% 90d: +44.0%
└─ Non-overlapping chart created for Match #1 ──────────────────────────────────────────────────────────────────────────────── #2 MATCH (Score: 0.997) - 28 features 📅 Period: 2024-06-02 00:00:00 to 2024-08-01 00:00:00 🔍 Current Signal Date: 2025-07-01 00:00:00 (Today's analysis date) 🔍 Key Comparisons: Days since ATH : Now 40.0 | Then 140.0 | Diff -100.0 % from ATH : Now -5.6 | Then -11.5 | Diff +5.9 30d return : Now 10.7 | Then -1.8 | Diff +12.6 RSI-14 : Now 49.7 | Then 51.9 | Diff -2.2 📈 What happened next: 5d : -14.2% 10d: -10.1% 20d: -6.3% 30d: -9.7% 60d: -3.0% 90d: +10.8%
└─ Non-overlapping chart created for Match #2 ──────────────────────────────────────────────────────────────────────────────── #3 MATCH (Score: 0.996) - 28 features 📅 Period: 2024-04-18 00:00:00 to 2024-06-17 00:00:00 🔍 Current Signal Date: 2025-07-01 00:00:00 (Today's analysis date) 🔍 Key Comparisons: Days since ATH : Now 40.0 | Then 95.0 | Diff -55.0 % from ATH : Now -5.6 | Then -9.9 | Diff +4.3 30d return : Now 10.7 | Then 1.2 | Diff +9.6 RSI-14 : Now 49.7 | Then 44.8 | Diff +4.8 📈 What happened next: 5d : -3.4% 10d: -7.3% 20d: -16.0% 30d: -3.6% 60d: -11.4% 90d: -11.0%
└─ Non-overlapping chart created for Match #3
Applying clustering filter with 10-day window... Filtered from 184 to 18 periods Found 5 periods with correlation >= 0.7 Top correlated periods: 1. 2022-09-14 to 2023-03-14 (Year: 2022, Correlation: 0.8715) Extended to: 2023-09-10 (+180 days) 2. 2015-02-17 to 2015-08-17 (Year: 2015, Correlation: 0.8199) Extended to: 2016-02-13 (+180 days) 3. 2016-06-18 to 2016-12-16 (Year: 2016, Correlation: 0.7997) Extended to: 2017-06-14 (+180 days) 4. 2023-06-22 to 2023-12-20 (Year: 2023, Correlation: 0.7995) Extended to: 2024-06-17 (+180 days) 5. 2013-04-22 to 2013-10-20 (Year: 2013, Correlation: 0.7961) Extended to: 2014-04-18 (+180 days)
Detailed correlation results: start_date end_date correlation year period_length extended_length 0 2022-09-14 2023-03-14 0.871490 2022 182 362 1 2015-02-17 2015-08-17 0.819866 2015 182 362 2 2016-06-18 2016-12-16 0.799692 2016 182 362 3 2023-06-22 2023-12-20 0.799497 2023 182 362 4 2013-04-22 2013-10-20 0.796117 2013 182 362 Best match details: Period: 2022-09-14 to 2023-03-14 Correlation: 0.8715
=== CALLING bitcoin_analysis_package ===
Before update data summary:
Date range: 2011-08-18 to 2025-07-01
Number of rows: 5034
CSV is already up to date.
After update (unchanged) data summary:
Date range: 2011-08-18 to 2025-07-01
Number of rows: 5034
time open high low close daily_return_percent day year year_return_percent cycle_year cycle_year_return_percent quarter quarter_return_percent month monthly_return_percent week weekly_return_percent half_month half_monthly_return_percent
5033 2025-07-01 107144.382812 107550.679688 105270.226562 105698.28125 -1.349676 Tuesday 2025 13.231578 Year1 13.231578 3 -1.349676 July -1.349676 27 -2.47746 1H_July -1.349676
✅ Complete Bitcoin analysis completed successfully!
=== FINISHED bitcoin_analysis_package ===
time open high low close daily_return_percent day year year_return_percent cycle_year cycle_year_return_percent quarter quarter_return_percent month monthly_return_percent week weekly_return_percent half_month half_monthly_return_percent
5033 2025-07-01 107144.382812 107550.679688 105270.226562 105698.28125 -1.349676 Tuesday 2025 13.231578 Year1 13.231578 3 -1.349676 July -1.349676 27 -2.47746 1H_July -1.349676
ORIGINAL ROLLING RETURNS ANALYSIS:
================================================================================
================================================================================ AUTOMATIC FORWARD PERFORMANCE ANALYSIS: ================================================================================ Using 9 similar dates identified above for forward performance analysis FORWARD RETURNS ANALYSIS ================================================================================ Current 30-day return: 1.05% Similar periods threshold: ±0.50% Filters applied: Cycle Years: Year1, Quarters: 2 Total similar periods found: 9 ================================================================================ Forward Returns Summary: ------------------------------------------------------------------------------------------------------------------------ Window Count Median Mean Std Dev 95% CI Lower 95% CI Upper Min Max % Positive ------------------------------------------------------------------------------------------------------------------------ 7 days 9 -1.14% 0.34% 5.30% -3.73% 4.42% -5.13% 12.14% 44.4% 14 days 9 -1.22% -1.44% 8.45% -7.94% 5.05% -17.97% 14.75% 44.4% 30 days 4 -3.08% -3.81% 25.44% -44.29% 36.66% -35.20% 26.11% 50.0% 90 days 2 -33.57% -33.57% 9.68% -120.51% 53.38% -40.41% -26.73% 0.0% 180 days 2 -3.61% -3.61% 19.29% -176.90% 169.69% -17.25% 10.03% 50.0% 365 days 2 -25.96% -25.96% 8.50% -102.31% 50.39% -31.97% -19.95% 0.0% Top 5 Similar Periods (with 90-day forward returns): -------------------------------------------------------------------------------- Start Date End Date Forward Return Cycle Year Quarter 2021-05-02 2021-07-31 -26.73% Year1 2 2021-04-04 2021-07-03 -40.41% Year1 2 ================================================================================ Dates with sufficient 14-day forward data for chart: 9 Showing forward performance chart for these 9 periods: 1. 2021-04-04 2. 2021-05-02 3. 2025-04-18 4. 2025-05-31 5. 2025-06-09 6. 2025-06-10 7. 2025-06-11 8. 2025-06-14 9. 2025-06-16
ORIGINAL ROLLING RETURNS ANALYSIS: ================================================================================
================================================================================ AUTOMATIC FORWARD PERFORMANCE ANALYSIS: ================================================================================ Using 8 similar dates identified above for forward performance analysis FORWARD RETURNS ANALYSIS ================================================================================ Current 30-day return: 0.04% Similar periods threshold: ±0.50% Filters applied: Cycle Years: Year1, Quarters: 2 Total similar periods found: 8 ================================================================================ Forward Returns Summary: ------------------------------------------------------------------------------------------------------------------------ Window Count Median Mean Std Dev 95% CI Lower 95% CI Upper Min Max % Positive ------------------------------------------------------------------------------------------------------------------------ 7 days 8 1.54% -0.23% 9.25% -7.96% 7.51% -20.34% 11.52% 62.5% 14 days 8 12.04% -0.58% 20.81% -17.98% 16.81% -40.47% 13.60% 62.5% 30 days 8 22.78% 9.91% 31.13% -16.11% 35.93% -42.70% 45.34% 75.0% 90 days 4 0.90% 15.01% 54.97% -72.46% 102.48% -30.38% 88.62% 50.0% 180 days 4 27.25% 105.80% 173.17% -169.76% 381.35% 4.68% 364.02% 100.0% 365 days 4 -37.66% 122.05% 326.64% -397.70% 641.81% -48.41% 611.94% 25.0% Top 5 Similar Periods (with 90-day forward returns): -------------------------------------------------------------------------------- Start Date End Date Forward Return Cycle Year Quarter 2021-06-28 2021-09-26 25.28% Year1 2 2021-05-09 2021-08-07 -23.48% Year1 2 2021-05-03 2021-08-01 -30.38% Year1 2 2017-04-15 2017-07-14 88.62% Year1 2 ================================================================================ Dates with sufficient 30-day forward data for chart: 8 Showing forward performance chart for these 8 periods: 1. 2017-04-15 2. 2021-05-03 3. 2021-05-09 4. 2021-06-28 5. 2025-04-11 6. 2025-04-13 7. 2025-04-14 8. 2025-04-16
ORIGINAL ROLLING RETURNS ANALYSIS: ================================================================================
================================================================================ AUTOMATIC FORWARD PERFORMANCE ANALYSIS: ================================================================================ Using 1 similar dates identified above for forward performance analysis FORWARD RETURNS ANALYSIS ================================================================================ Current 30-day return: 28.12% Similar periods threshold: ±0.50% Filters applied: Cycle Years: Year1, Quarters: 2 Total similar periods found: 1 ================================================================================ Forward Returns Summary: ------------------------------------------------------------------------------------------------------------------------ Window Count Median Mean Std Dev 95% CI Lower 95% CI Upper Min Max % Positive ------------------------------------------------------------------------------------------------------------------------ 7 days 1 -3.05% -3.05% nan% nan% nan% -3.05% -3.05% 0.0% 14 days 1 1.76% 1.76% nan% nan% nan% 1.76% 1.76% 100.0% 30 days 0 N/A N/A N/A N/A N/A N/A N/A N/A 90 days 0 N/A N/A N/A N/A N/A N/A N/A N/A 180 days 0 N/A N/A N/A N/A N/A N/A N/A N/A 365 days 0 N/A N/A N/A N/A N/A N/A N/A N/A Top 5 Similar Periods (with 90-day forward returns): -------------------------------------------------------------------------------- Start Date End Date Forward Return Cycle Year Quarter ================================================================================ Dates with sufficient 90-day forward data for chart: 0 No dates have sufficient 90-day forward data for performance chart. Try reducing 'forward_days' parameter or check data availability.
===== Bitcoin 50% Recovery Points from 30%+ Drawdowns in 2024-2025 ===== Total recovery points found: 2 ----- Average Statistics ----- Average Drawdown: 32.4% Average Forward Returns: 7 days: -2.9% (Win rate: 50.0%) 14 days: 0.7% (Win rate: 50.0%) 30 days: 3.6% (Win rate: 50.0%) 60 days: 5.1% (Win rate: 100.0%) 90 days: 22.6% (Win rate: 100.0%) 180 days: 58.5% (Win rate: 100.0%)
===== Bitcoin 50% Recovery Points from 30%+ Drawdowns Cycle Year(s): Year1 ===== Total recovery points found: 14 Showing 3 out of 14 recovery points (sorted by drawdown size) Recovery Point #1 (sorted by drawdown size): Date: 2013-10-18 00:00:00 Year: 2013 | Cycle_year: Year1 | Quarter: 4 | Month: October Price at recovery: $152.89 Previous peak (high): $259.34 Drawdown low: $45.00 Drawdown amount: $214.34 (82.6%) Recovery amount: $107.89 (50.3%) Forward Returns: 7d: 22.0% | 14d: 32.2% | 30d: 212.2% | 60d: 341.5% | 90d: 444.1% | 180d: 660.2% Recovery Point #2 (sorted by drawdown size): Date: 2017-01-01 00:00:00 Year: 2017 | Cycle_year: Year1 | Quarter: 1 | Month: January Price at recovery: $997.75 Previous peak (high): $1163.00 Drawdown low: $382.21 Drawdown amount: $780.79 (67.1%) Recovery amount: $615.54 (78.8%) Forward Returns: 7d: -8.8% | 14d: -17.6% | 30d: -3.4% | 60d: 26.0% | 90d: 8.6% | 180d: 147.1% Recovery Point #3 (sorted by drawdown size): Date: 2021-08-13 00:00:00 Year: 2021 | Cycle_year: Year1 | Quarter: 3 | Month: August Price at recovery: $47860.58 Previous peak (high): $64895.22 Drawdown low: $28600.00 Drawdown amount: $36295.22 (55.9%) Recovery amount: $19260.58 (53.1%) Forward Returns: 7d: 3.1% | 14d: 2.6% | 30d: -3.8% | 60d: 17.0% | 90d: 35.4% | 180d: 101.6% ----- Average Statistics ----- Average Drawdown: 43.6% Average Forward Returns: 7 days: 13.0% (Win rate: 64.3%) 14 days: 25.3% (Win rate: 71.4%) 30 days: 57.4% (Win rate: 71.4%) 60 days: 85.9% (Win rate: 92.9%) 90 days: 135.9% (Win rate: 100.0%) 180 days: 364.6% (Win rate: 100.0%)
🎯 COMPLETE ANALYSIS FOR Year1
============================================================
🔄 Calculating days since 20-day highs/lows...
📊 CURRENT STATUS (20-DAY WINDOW):
Days since 20-day high: 15
Days since 20-day low: 9
20-day high: $108915.38
20-day low: $98286.20
Current close: $105698.28
Current cycle year: Year1
Current month: July
Current quarter: Q3
------------------------------------------------------------
🧪 HISTORICAL TESTING - 20-DAY WINDOW:
============================================================
🔴 Testing: Days since 20-day HIGH = 15
🔍 APPLYING FILTERS:
==================================================
📅 Cycle Year: Year1
📈 Records: 5,034 → 1,277 (25.4%)
==================================================
=== Historical Analysis: days_since_20d_high = 15 (Filtered: Year: Year1) ===
Total occurrences: 40
Date range: 2013-04-25 00:00:00 to 2025-07-01 00:00:00
Cycle Year breakdown: {'Year1': np.int64(40)}
Quarter breakdown: {1: np.int64(11), 2: np.int64(12), 3: np.int64(12), 4: np.int64(5)}
Month breakdown: {'June': np.int64(6), 'March': np.int64(6), 'July': np.int64(6), 'September': np.int64(5), 'April': np.int64(4), 'November': np.int64(3), 'January': np.int64(3), 'May': np.int64(2), 'December': np.int64(2), 'February': np.int64(2), 'August': np.int64(1)}
--- 1-Day Forward Returns ---
Average return: 1.08%
Median return: 0.42%
Win rate: 59.0%
Best return: 26.92%
Worst return: -20.18%
Standard deviation: 7.02%
68% of returns fall between: -5.94% to 8.10%
--- 5-Day Forward Returns ---
Average return: 1.19%
Median return: -0.90%
Win rate: 43.6%
Best return: 21.84%
Worst return: -29.38%
Standard deviation: 9.46%
68% of returns fall between: -8.27% to 10.65%
--- 10-Day Forward Returns ---
Average return: 3.14%
Median return: 1.76%
Win rate: 60.5%
Best return: 50.83%
Worst return: -26.26%
Standard deviation: 13.67%
68% of returns fall between: -10.54% to 16.81%
--- 20-Day Forward Returns ---
Average return: 6.77%
Median return: 5.99%
Win rate: 55.3%
Best return: 50.64%
Worst return: -31.37%
Standard deviation: 20.64%
68% of returns fall between: -13.87% to 27.42%
🟢 Testing: Days since 20-day LOW = 9
🔍 APPLYING FILTERS:
==================================================
📅 Cycle Year: Year1
📈 Records: 5,034 → 1,277 (25.4%)
==================================================
=== Historical Analysis: days_since_20d_low = 9 (Filtered: Year: Year1) ===
Total occurrences: 39
Date range: 2013-01-10 00:00:00 to 2025-07-01 00:00:00
Cycle Year breakdown: {'Year1': np.int64(39)}
Quarter breakdown: {1: np.int64(9), 2: np.int64(11), 3: np.int64(11), 4: np.int64(8)}
Month breakdown: {'July': np.int64(6), 'January': np.int64(5), 'December': np.int64(5), 'April': np.int64(4), 'September': np.int64(4), 'June': np.int64(4), 'May': np.int64(3), 'March': np.int64(3), 'November': np.int64(2), 'August': np.int64(1), 'October': np.int64(1), 'February': np.int64(1)}
--- 1-Day Forward Returns ---
Average return: 0.54%
Median return: 0.13%
Win rate: 52.6%
Best return: 9.90%
Worst return: -5.93%
Standard deviation: 3.30%
68% of returns fall between: -2.76% to 3.84%
--- 5-Day Forward Returns ---
Average return: 2.27%
Median return: 1.99%
Win rate: 60.5%
Best return: 21.96%
Worst return: -15.00%
Standard deviation: 8.88%
68% of returns fall between: -6.62% to 11.15%
--- 10-Day Forward Returns ---
Average return: 5.66%
Median return: 4.29%
Win rate: 63.2%
Best return: 41.41%
Worst return: -26.26%
Standard deviation: 14.01%
68% of returns fall between: -8.35% to 19.67%
--- 20-Day Forward Returns ---
Average return: 12.15%
Median return: 4.86%
Win rate: 59.5%
Best return: 103.45%
Worst return: -28.80%
Standard deviation: 29.29%
68% of returns fall between: -17.14% to 41.43%
📊 SUMMARY COMPARISON TABLE (20-DAY WINDOW - Year: Year1):
================================================================================
Signal Type Occurrences 1D Avg 5D Avg 10D Avg 20D Avg 1D Win% 5D Win% 10D Win% 20D Win%
---------------------------------------------------------------------------------------------------------------
Days Since 20D High = 15 40 1.1% 1.2% 3.1% 6.8% 59% 44% 61% 55%
Days Since 20D Low = 9 39 0.5% 2.3% 5.7% 12.1% 53% 61% 63% 59%
================================================================================
⚡ QUICK INSIGHTS (20-DAY WINDOW - Year: Year1):
📈 20D High Signal (15d): 20-day avg 6.8% | Best: 51% | Worst: -31%
└─ 68% of returns fall between: -13.9% to +27.4% (±1 std dev)
📉 20D Low Signal (9d): 20-day avg 12.1% | Best: 103% | Worst: -29%
└─ 68% of returns fall between: -17.1% to +41.4% (±1 std dev)
================================================================================
📈 Creating original visualizations...
🔍 APPLYING FILTERS:
==================================================
📅 Cycle Year: Year1
📈 Records: 5,034 → 1,277 (25.4%)
==================================================
📈 CREATING INDIVIDUAL YEAR CHARTS FOR Year1: ============================================================ 🔴 High Signal Charts (20D High = 15 days): 📅 Creating individual charts for Year1: [np.int32(2013), np.int32(2017), np.int32(2021), np.int32(2025)]
🟢 Low Signal Charts (20D Low = 9 days): 📅 Creating individual charts for Year1: [np.int32(2013), np.int32(2017), np.int32(2021), np.int32(2025)]